An introduction to wavelet theory in finance a wavelet multiscale approach /
This book offers an introduction to wavelet theory and provides the essence of wavelet analysis - including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation - in a unified and friendly manner. It aims to bridge the...
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| Format: | Electronic |
| Language: | English |
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Singapore ; Hackensack, N.J. :
World Scientific Pub. Co.,
c2013.
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://www.worldscientific.com/worldscibooks/10.1142/8431#t=toc |